Al-Qaida has vowed to carry out revenge attacks on the US and its allies over the killing of Osama bin Laden, warning that celebrations in the west would be replaced by sorrow and blood.

The statement on a jihadist website was the first by al-Qaida since Bin Laden's death, which it said would become "a curse that hunts the Americans and their collaborators, and chases them outside and inside their country".

The 11-paragraph statement, dated Tuesday, confirmed that Bin Laden was dead, disappointing conspiracy theorists who refuse to believe he has been killed.

The White House spokesman, Jay Carney, said of the al-Qaida statement: "We are aware of it. What it does, obviously, is acknowledge the obvious, which is that Osama bin Laden was killed on Sunday night by US forces. We're being extremely vigilant. We're quite aware of the potential for activity and are highly vigilant on that matter for that reason. US security, both at home and at embassies and bases overseas, has been on high alert since Sunday."

The Department of Homeland Security has warned US train operators to be especially careful after officials said that among computers, hard disks and other material taken from the Abbottabad compound they found a vague plan to attack the US rail network on this year's 10th anniversary of 9/11. One proposal was to demolish part of a rail track so that a train would fall into a river or valley, according to US officials.

Carney said: "One of the things we saw, I think, was the notice that DHS put out with regard to the information collected about the consideration at least of a terrorist plot against American railways back in February of 2010.

"The fact that the world's most wanted terrorist might have been considering further terror plots against the United States is not a surprise, but it reminds us, of course, that we need to remain ever vigilant."

In its statement, al-Qaida said: "We stress that the blood of the holy warrior sheikh Osama bin Laden, God bless him, is precious to us and to all Muslims and will not go in vain. We will remain, God willing, a curse chasing the Americans and their agents, following them outside and inside their countries.

"Soon, God willing, their happiness will turn to sadness, their blood will be mingled with their tears."

It said Bin Laden's death would not deflect al-Qaida from its war against the US and its allies, which include the Pakistani government. It called on Pakistan to rise up against the "traitors".

The discovery of Bin Laden's hide–away so close to the capital, Islamabad, has strained relations between the US and Pakistan. Carl Levin, chairman of the Senate armed services committee and a Democrat, ordered an investigation into whether the Pakistani government and intelligence services knew of his whereabouts. "We need these questions about whether or not the top level of the Pakistan government knew or was told by the ISI, their intelligence service, about anything about this suspicious activity for years in a very, very centralised place," Levin said.

The senator, who is usually guarded in his public statements, hinted that he believed some senior figures in Pakistani intelligence knew where Bin Laden was hiding – comments that will further inflame the Pakistani government.

"I think at high levels – high levels being the intelligence service – they knew it," Levin said. "I can't prove it. I just think it's counterintuitive not to."

He raised doubts about continuing the billions of dollars in aid to Pakistan, which requires congressional approval.

The Obama administration so far has been reluctant to criticise the Pakistani government and has opted instead to stress the positive aspects of the ties. The strategy seems to be to try to use Pakistan's embarrassment to prise out other al-Qaida or Taliban figures who may be living in Pakistan, such as the Taliban leader, Mullah Omar, and Bin Laden's deputy, Ayman al-Zawahiri.

United Nations human rights investigators have called on Washington to disclose whether there had been any plan to capture Bin Laden. While they acknowledged the difficulties involved in such terrorist-related missions, they raised questions about the legality of the killing.

The UN's special rapporteur on extrajudicial, summary or arbitrary executions, Christof Heyns, and the special rapporteur on the promotion and protection of human rights and fundamental freedoms while countering terrorism, Martin Scheinin, said the US "should disclose the supporting facts to allow an assessment in terms of international human rights law standards", adding: "For instance, it will be particularly important to know if the planning of the mission allowed an effort to capture Bin Laden." There has been relatively little debate in the US so far about the legality of the raid.

Meanwhile the New York Times reported that the US may have targeted one of the men named as a possible successor to Bin Laden. Quoting American officials, the paper said a missile strike from an American military drone in a remote region of Yemen on Thursday was aimed at killing Anwar al-Awlaki, the radical American-born cleric believed to be hiding in the country.

Separately it was reported that a Saudi man accused of conspiring with Bin Laden in the bombings of two US embassies expects to be extradited in the next few months to face charges after more than 12 years in British custody, according to documents which have emerged from a US court.

Prosecutors in New York have charged Khalid al-Fawwaz with helping al-Qaida to orchestrate the 1998 car bombings of the US embassies in Kenya and Tanzania, which killed 224 people.

A letter from a lawyer seeking to be appointed as al-Fawwaz's US defence counsel, said: "He [al-Fawwaz] anticipates extradition from the United Kingdom to the United States within the next few months to face these charges."